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arxiv: 1709.06838 · v2 · pith:FQ2QOPMPnew · submitted 2017-09-20 · 🧮 math.PR

Higher Order Concentration of Measure

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keywords functionsconcentrationorderexpansionsmeasuresphereapplicationsapproximations
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We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In particular, we consider deviations of functions of independent random variables and differentiable functions over probability measures satisfying a logarithmic Sobolev inequality, and functions on the unit sphere. Applications include concentration inequalities for $U$-statistics as well as for classes of symmetric functions via polynomial approximations on the sphere (Edgeworth-type expansions).

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